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Mathematics for Finance
- An Introduction to Financial Engineering
Engelsk
Bogcover for Mathematics for Finance af Tomasz Zastawniak, Marek Capinski, 9780857290816
Specifikationer
Sprog:
Engelsk
Sider:
336
ISBN-13:
9780857290816
Indbinding:
Paperback
ISBN-10:
0857290819
Kategori:
Udg. Dato:
25 nov 2010
Størrelse i cm:
23,2 x 15,9 x 1,8
Oplagsdato:
25 nov 2010

Mathematics for Finance

- An Introduction to Financial Engineering
Engelsk
Paperback 2010
Format:

Bog beskrivelse

Mathematics for Finance: An Introduction to Financial Engineering combines financial motivation with mathematical style. Assuming only basic knowledge of probability and calculus, it presents three major areas of mathematical finance, namely Option pricing based on the no-arbitrage principle in discrete and continuous time setting, Markowitz portfolio optimisation and Capital Asset Pricing Model, and basic stochastic interest rate models in discrete setting.

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Specifikationer
Sprog:
Engelsk
Sider:
336
ISBN-13:
9780857290816
Indbinding:
Paperback
ISBN-10:
0857290819
Kategori:
Udg. Dato:
25 nov 2010
Størrelse i cm:
23,2 x 15,9 x 1,8
Oplagsdato:
25 nov 2010
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